A globally convergent incremental Newton method.

Mert Gürbüzbalaban Asuman E. Ozdaglar Pablo A. Parrilo

Published in: Math. Program. (2015)

Keyphrases

newton method
globally convergent
convergence analysis
variational inequalities
linear equations
regularized least squares
optimality conditions
quadratic programming
autocalibration
linear svm
global convergence
least squares
sensitivity analysis
nonnegative matrix factorization
nonlinear programming